CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 941-0 925-4 -15-4 -1.6% 923-4
High 941-0 925-4 -15-4 -1.6% 952-0
Low 938-0 925-4 -12-4 -1.3% 921-0
Close 941-6 925-4 -16-2 -1.7% 952-0
Range 3-0 0-0 -3-0 -100.0% 31-0
ATR 8-0 8-5 0-5 7.3% 0-0
Volume 1,051 1,654 603 57.4% 2,114
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 925-4 925-4 925-4
R3 925-4 925-4 925-4
R2 925-4 925-4 925-4
R1 925-4 925-4 925-4 925-4
PP 925-4 925-4 925-4 925-4
S1 925-4 925-4 925-4 925-4
S2 925-4 925-4 925-4
S3 925-4 925-4 925-4
S4 925-4 925-4 925-4
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1034-5 1024-3 969-0
R3 1003-5 993-3 960-4
R2 972-5 972-5 957-5
R1 962-3 962-3 954-7 967-4
PP 941-5 941-5 941-5 944-2
S1 931-3 931-3 949-1 936-4
S2 910-5 910-5 946-3
S3 879-5 900-3 943-4
S4 848-5 869-3 935-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957-4 925-4 32-0 3.5% 1-7 0.2% 0% False True 962
10 957-4 921-0 36-4 3.9% 2-4 0.3% 12% False False 737
20 957-4 921-0 36-4 3.9% 1-7 0.2% 12% False False 737
40 957-4 912-4 45-0 4.9% 1-3 0.1% 29% False False 655
60 1041-0 912-4 128-4 13.9% 1-1 0.1% 10% False False 543
80 1059-4 912-4 147-0 15.9% 1-0 0.1% 9% False False 466
100 1059-4 912-4 147-0 15.9% 1-1 0.1% 9% False False 409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 925-4
2.618 925-4
1.618 925-4
1.000 925-4
0.618 925-4
HIGH 925-4
0.618 925-4
0.500 925-4
0.382 925-4
LOW 925-4
0.618 925-4
1.000 925-4
1.618 925-4
2.618 925-4
4.250 925-4
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 925-4 941-4
PP 925-4 936-1
S1 925-4 930-7

These figures are updated between 7pm and 10pm EST after a trading day.

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